KMV MODEL-MERTON'S MODEL

조회 수: 8 (최근 30일)
andreas patsikos
andreas patsikos 2011년 11월 9일
댓글: Ahmed Mattar 2021년 3월 29일
Goodevening!!!Do u have a matlab code for estimate asset value and volatility in KMV MODEL???

이 질문에 답변하려면 로그인하십시오.

답변 (1개)

Mario Diaco
Mario Diaco 2020년 6월 16일
https://it.mathworks.com/help/risk/mertonmodel.html
I think it's too late, but this is the way.
  댓글 수: 1
Ahmed Mattar
Ahmed Mattar 2021년 3월 29일
This is not what Andreas asked about at all. you given him a command that computes probability of default and he is asking for a ready mdae compiled code that computes the the merton-KMV model parameters required for computing the probability of default

댓글을 달려면 로그인하십시오.

카테고리

Help Center 및 File Exchange에서 Neuroimaging에 대해 자세히 알아보기

태그

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by